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相关论文: Mean-Field Optimal Control of Continuity Equations…

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In this article, we provide sufficient conditions under which the controlled vector fields solution of optimal control problems formulated on continuity equations are Lipschitz regular in space. Our approach involves a novel combination of…

最优化与控制 · 数学 2021-02-09 Benoît Bonnet , Francesco Rossi

We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…

最优化与控制 · 数学 2025-09-19 Bruno Bouchard , Xiaolu Tan

In this paper we consider mean-field optimal control problems with selective action of the control, where the constraint is a continuity equation involving a non-local term and diffusion. First order optimality conditions are formally…

最优化与控制 · 数学 2023-02-02 Giacomo Albi , Marco Caliari , Elisa Calzola , Fabio Cassini

We analyze an algorithm to numerically solve the mean-field optimal control problems by approximating the optimal feedback controls using neural networks with problem specific architectures. We approximate the model by an $N$-particle…

最优化与控制 · 数学 2025-03-25 H. Mete Soner , Josef Teichmann , Qinxin Yan

Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…

机器学习 · 计算机科学 2021-12-20 Kai Cui , Anam Tahir , Mark Sinzger , Heinz Koeppl

Many applications involving multi-agent systems require fulfilling safety constraints. Control barrier functions offer a systematic framework to enforce forward invariance of safety sets. Recent work extended this paradigm to mean-field…

系统与控制 · 电气工程与系统科学 2026-03-20 Cinzia Tomaselli , Gian Carlo Maffettone , Samy Wu Fung , Levon Nurbekyan , Mario di Bernardo

A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population.…

最优化与控制 · 数学 2021-06-15 Giacomo Albi , Stefano Almi , Marco Morandotti , Francesco Solombrino

This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…

概率论 · 数学 2022-05-26 Jian Song , Meng Wang

We investigate the global numerical approximation of a class of extended mean field control problems (MFC), where the dynamics and costs depend on the joint distribution of the state and the control. We propose a framework to approximate…

最优化与控制 · 数学 2026-03-23 Athena Picarelli , Marco Scaratti , Jonathan Tam

In this article, we propose a general framework for the study of differential inclusions in the Wasserstein space of probability measures. Based on earlier geometric insights on the structure of continuity equations, we define solutions of…

最优化与控制 · 数学 2020-07-28 Benoît Bonnet , Hélène Frankowska

In this paper, we study the maximum principle of mean field type control problems when the volatility function depends on the state and its measure and also the control, by using our recently developed method. Our method is to embed the…

最优化与控制 · 数学 2023-09-14 Alain Bensoussan , Ziyu Huang , Sheung Chi Phillip Yam

This paper presents Density-based Predictive Control (DPC), a novel multi-agent control strategy for efficient non-uniform area coverage, grounded in optimal transport theory. In large-scale scenarios such as search and rescue or…

系统与控制 · 电气工程与系统科学 2025-12-03 Sungjun Seo , Kooktae Lee

This paper focuses on the role of a government of a large population of interacting agents as a mean field optimal control problem derived from deterministic finite agent dynamics. The control problems are constrained by a PDE of…

偏微分方程分析 · 数学 2020-11-17 Massimo Fornasier , Stefano Lisini , Carlo Orrieri , Giuseppe Savaré

We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as ${\Gamma}$-limits of optimal control problems subject to ODE…

最优化与控制 · 数学 2015-04-10 Mattia Bongini , Massimo Fornasier , Francesco Rossi , Francesco Solombrino

We consider extended mean-field control problems with multi-dimensional singular controls. A key challenge when analysing singular controls are jump costs. When controls are one-dimensional, jump costs are most naturally computed by linear…

数理金融 · 定量金融 2025-09-16 Robert Denkert , Ulrich Horst

Mean field control (MFC) problems have been introduced to study social optima in very large populations of strategic agents. The main idea is to consider an infinite population and to simplify the analysis by using a mean field…

最优化与控制 · 数学 2023-03-01 Sebastian Baudelet , Brieuc Frénais , Mathieu Laurière , Amal Machtalay , Yuchen Zhu

In this work we discuss an Mean Field Games approach to traffic management on multi-lane roads. Such approach is particularly indicated to model self driven vehicles with perfect information of the domain. The mathematical interest of the…

最优化与控制 · 数学 2018-05-14 Adriano Festa , Simone Göttlich

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

最优化与控制 · 数学 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…

偏微分方程分析 · 数学 2019-09-25 Jose A. Carrillo , Edgard A. Pimentel , Vardan K. Voskanyan

We introduce the concept of {\it mean-field optimal control} which is the rigorous limit process connecting finite dimensional optimal control problems with ODE constraints modeling multi-agent interactions to an infinite dimensional…

最优化与控制 · 数学 2019-02-20 Massimo Fornasier , Francesco Solombrino
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